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V-Lab

Fraser & Neave Holdings Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.51% (-1.53%)
Analysis last updated: Sunday, February 8, 2026 at 02:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fraser & Neave Holdings Bhd SGARCH
paramt-stat
ω2.94847.89
α0.16537.47
β0.613812.43
γ10.21952.84
γ2-0.3674-2.96
γ30.25022.89
γ4-0.0956-1.17
γ5-0.0457-0.41
γ60.02330.18
γ70.08830.80
γ8-0.0454-0.54
γ9-0.1765-2.52
γ100.35574.17
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts